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Journal of Finance Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:bla:jfinan:v:52:y:1997:i:3:p:1131-50
Legal Determinants of External Finance. (1997). Journal of Finance (2) RePEc:bla:jfinan:v:52:y:1997:i:2:p:737-83
A Survey of Corporate Governance. (1997). Journal of Finance (3) RePEc:bla:jfinan:v:54:y:1999:i:2:p:471-517 Corporate Ownership Around the World (1999). Journal of Finance (4) RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65
The Cross-Section of Expected Stock Returns. (1992). Journal of Finance (5) RePEc:bla:jfinan:v:49:y:1994:i:1:p:3-37
The Benefits of Lending Relationships: Evidence from Small Business Data. (1994). Journal of Finance (6) RePEc:bla:jfinan:v:25:y:1970:i:2:p:383-417 Efficient Capital Markets: A Review of Theory and Empirical Work. (1970). Journal of Finance (7) RePEc:bla:jfinan:v:47:y:1992:i:4:p:1367-400
Insiders and Outsiders: The Choice between Informed and Arms-Length Debt. (1992). Journal of Finance (8) RePEc:bla:jfinan:v:42:y:1987:i:2:p:281-300
The Pricing of Options on Assets with Stochastic Volatilities. (1987). Journal of Finance (9) RePEc:bla:jfinan:v:40:y:1985:i:3:p:793-805 Does the Stock Market Overreact? (1985). Journal of Finance (10) RePEc:bla:jfinan:v:48:y:1993:i:5:p:1749-78
Measuring and Testing the Impact of News on Volatility. (1993). Journal of Finance (11) RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53
Why Does Stock Market Volatility Change over Time? (1989). Journal of Finance (12) RePEc:bla:jfinan:v:52:y:1997:i:1:p:57-82
On Persistence in Mutual Fund Performance. (1997). Journal of Finance (13) RePEc:bla:jfinan:v:32:y:1977:i:2:p:371-87 Informational Asymmetries, Financial Structure, and Financial Intermediation. (1977). Journal of Finance (14) RePEc:bla:jfinan:v:39:y:1984:i:3:p:575-92
The Capital Structure Puzzle. (1984). Journal of Finance (15) RePEc:bla:jfinan:v:46:y:1991:i:1:p:297-355
The Theory of Capital Structure. (1991). Journal of Finance (16) RePEc:bla:jfinan:v:32:y:1977:i:2:p:261-75 Debt and Taxes. (1977). Journal of Finance (17) RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84
Multifactor Explanations of Asset Pricing Anomalies. (1996). Journal of Finance (18) RePEc:bla:jfinan:v:45:y:1990:i:4:p:1069-87
Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships. (1990). Journal of Finance (19) RePEc:bla:jfinan:v:29:y:1974:i:2:p:449-70 On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. (1974). Journal of Finance (20) RePEc:bla:jfinan:v:48:y:1993:i:1:p:65-91
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. (1993). Journal of Finance (21) RePEc:bla:jfinan:v:48:y:1993:i:5:p:1779-1801
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. (1993). Journal of Finance (22) RePEc:bla:jfinan:v:46:y:1991:i:5:p:1575-617
Efficient Capital Markets: II. (1991). Journal of Finance (23) RePEc:bla:jfinan:v:53:y:1998:i:6:p:2107-2137 Law, Finance, and Firm Growth (1998). Journal of Finance (24) RePEc:bla:jfinan:v:46:y:1991:i:2:p:555-76
The Term Structure as a Predictor of Real Economic Activity. (1991). Journal of Finance (25) RePEc:bla:jfinan:v:47:y:1992:i:3:p:1209-27
An Empirical Comparison of Alternative Models of the Short-Term Interest Rate. (1992). Journal of Finance (26) RePEc:bla:jfinan:v:50:y:1995:i:2:p:403-44
Time-Varying World Market Integration. (1995). Journal of Finance (27) RePEc:bla:jfinan:v:43:y:1988:i:3:p:661-76
Stock Prices, Earnings, and Expected Dividends. (1988). Journal of Finance (28) RePEc:bla:jfinan:v:45:y:1990:i:1:p:157-74
Purchasing Power Parity in the Long Run. (1990). Journal of Finance (29) RePEc:bla:jfinan:v:51:y:1996:i:1:p:3-53
The Conditional CAPM and the Cross-Section of Expected Returns. (1996). Journal of Finance (30) RePEc:bla:jfinan:v:55:y:2000:i:2:p:565-613 Foreign Speculators and Emerging Equity Markets (2000). Journal of Finance (31) RePEc:bla:jfinan:v:42:y:1987:i:3:p:483-510
A Simple Model of Capital Market Equilibrium with Incomplete Information. (1987). Journal of Finance (32) RePEc:bla:jfinan:v:52:y:1997:i:1:p:35-55
The Limits of Arbitrage. (1997). Journal of Finance (33) RePEc:bla:jfinan:v:43:y:1988:i:1:p:1-19
The Determinants of Capital Structure Choice. (1988). Journal of Finance (34) RePEc:bla:jfinan:v:50:y:1995:i:1:p:23-51
The New Issues Puzzle. (1995). Journal of Finance (35) RePEc:bla:jfinan:v:53:y:1998:i:6:p:1839-1885 Investor Psychology and Security Market Under- and Overreactions (1998). Journal of Finance (36) RePEc:bla:jfinan:v:48:y:1993:i:5:p:1629-58
Risk Management: Coordinating Corporate Investment and Financing Policies. (1993). Journal of Finance (37) RePEc:bla:jfinan:v:55:y:2000:i:2:p:529-564 Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000). Journal of Finance (38) RePEc:bla:jfinan:v:48:y:1993:i:3:p:831-80
The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems. (1993). Journal of Finance (39) RePEc:bla:jfinan:v:50:y:1995:i:1:p:131-55
Size and Book-to-Market Factors in Earnings and Returns. (1995). Journal of Finance (40) RePEc:bla:jfinan:v:50:y:1995:i:5:p:1421-60
What Do We Know about Capital Structure? Some Evidence from International Data. (1995). Journal of Finance (41) RePEc:bla:jfinan:v:57:y:2002:i:1:p:405-443 Term Premia and Interest Rate Forecasts in Affine Models (2002). Journal of Finance (42) RePEc:bla:jfinan:v:55:y:2000:i:3:p:1163-1198 Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000). Journal of Finance (43) RePEc:bla:jfinan:v:53:y:1998:i:5:p:1775-1798 Are Investors Reluctant to Realize Their Losses? (1998). Journal of Finance (44) RePEc:bla:jfinan:v:45:y:1990:i:2:p:379-95
Positive Feedback Investment Strategies and Destabilizing Rational Speculation. (1990). Journal of Finance (45) RePEc:bla:jfinan:v:50:y:1995:i:3:p:789-819
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt. (1995). Journal of Finance (46) RePEc:bla:jfinan:v:52:y:1997:i:5:p:1851-80
International Portfolio Investment Flows. (1997). Journal of Finance (47) RePEc:bla:jfinan:v:31:y:1976:i:2:p:351-67 Valuing Corporate Securities: Some Effects of Bond Indenture Provisions. (1976). Journal of Finance (48) RePEc:bla:jfinan:v:46:y:1991:i:1:p:179-207
Measuring the Information Content of Stock Trades. (1991). Journal of Finance (49) RePEc:bla:jfinan:v:57:y:2002:i:3:p:1147-1170 Investor Protection and Corporate Valuation (2002). Journal of Finance (50) RePEc:bla:jfinan:v:57:y:2002:i:6:p:2533-2570 Does Distance Still Matter? The Information Revolution in Small Business Lending (2002). Journal of Finance Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:aea:aecrev:v:93:y:2003:i:1:p:324-343 Winter Blues: A SAD Stock Market Cycle (2003). American Economic Review (2) RePEc:bro:econwp:2003-18 Per Capita Consumption, Luxury Consumption and the Presidential Puzzle: A Partial Resolution (2003). Brown University, Department of Economics / Working Papers (3) RePEc:bru:bruedp:03-23 A CHANGE OF FOCUS STOCK MARKET RECLASSIFICATION IN THE UK (2003). Economics and Finance Section, School of Social Sciences, Brunel University / Economics and Finance Discussion Papers (4) RePEc:bru:bruppp:03-23 A CHANGE OF FOCUS STOCK MARKET RECLASSIFICATION IN THE UK (2003). Economics and Finance Section, School of Social Sciences, Brunel University / Public Policy Discussion Papers (5) RePEc:ces:ceswps:_1066 Public Policy and Venture Capital Backed Innovation (2003). CESifo GmbH / CESifo Working Paper Series (6) RePEc:cfs:cfswop:wp200325 The Role of the Value Added by the Venture Capitalists in Timing and Extent of IPOs (2003). Center for Financial Studies / CFS Working Paper Series (7) RePEc:cir:cirwor:2003s-16 Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market (2003). CIRANO / CIRANO Working Papers (8) RePEc:cir:cirwor:2003s-38 News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns (2003). CIRANO / CIRANO Working Papers (9) RePEc:cla:levrem:666156000000000355 Two Trees: Asset Price Dynamics Induced by Market Clearing (2003). UCLA Department of Economics / Levine's Bibliography (10) RePEc:cpr:ceprdp:3832 Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (11) RePEc:cpr:ceprdp:3843 Which Investors Fear Expropriation? Evidence from Investors Stock Picking (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (12) RePEc:cpr:ceprdp:4002 Stock Prices and IPO Waves (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (13) RePEc:cpr:ceprdp:4034 Trading Volume with Career Concerns (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (14) RePEc:cpr:ceprdp:4068 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (15) RePEc:cpr:ceprdp:4084 Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (16) RePEc:cpr:ceprdp:4097 Taxation and Venture Capital-Backed Entrepreneurship (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (17) RePEc:cpr:ceprdp:4139 Corporate Venture Capital: The Upside of Failure and Competition for Talent (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (18) RePEc:cpr:ceprdp:4162 Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (19) RePEc:cpr:ceprdp:4163 Conflicts of Interest and Efficient Contracting in IPOs (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (20) RePEc:dgr:eureri:3000323 Risk Aversion and Skewness Preference: a comment (2003). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (21) RePEc:dgr:eureri:3000450 Asset prices and omitted moments; A stochastic dominance analysis of market efficiency (2003). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (22) RePEc:dgr:uvatin:20030037 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers (23) RePEc:dnb:staffs:110 Corporate Investment and Financing Constraints: Connections with Cash management (2003). Netherlands Central Bank / DNB Staff Reports (discontinued) (24) RePEc:ema:worpap:2003-45 Corporate Venture Capital: The Upside of Failure and Competition for Talent (2003). THEMA / Working papers (25) RePEc:fip:fedawp:2003-5 Playing the field: Geomagnetic storms and international stock markets (2003). Federal Reserve Bank of Atlanta / Working Paper (26) RePEc:fip:fedcwp:0309 An analysis of Japanese foreign exchange interventions, 1991-2002 (2003). Federal Reserve Bank of Cleveland / Working Paper (27) RePEc:fip:fedfer:y:2003:p:29-45 How might financial market information be used for supervisory purposes? (2003). Economic Review (28) RePEc:fip:fedgif:755 Diversification, original sin, and international bond portfolios (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (29) RePEc:fip:fedlwp:2003-025 Does idiosyncratic risk matter: another look (2003). Federal Reserve Bank of St. Louis / Working Papers (30) RePEc:fip:fedreq:y:2003:i:fall:p:1-24:n:v.89no.4 Boom and bust in telecommunications (2003). Economic Quarterly (31) RePEc:han:dpaper:dp-290 The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers (2003). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (32) RePEc:hhs:aareco:2003_016 Incentives, Sorting and Productivity along the Career: Evidence from a Sample of Top Economists (2003). Aarhus School of Business, Department of Economics / Working Papers (33) RePEc:hhs:sifrwp:0019 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel (2003). Swedish Institute for Financial Research / SIFR Research Report Series (34) RePEc:iza:izadps:dp897 Relational Contracts and the Nature of Market Interactions (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (35) RePEc:knz:cofedp:0310 Incentive Contracts and Hedge Fund Management: A Numerical Evaluation Procedure (2003). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (36) RePEc:kud:kuieci:2004-02 Cooperation in International Banking Supervision (2003). University of Copenhagen. Department of Economics (formerly Institute of Economics). Centre for Industrial Economics / CIE Discussion Papers (37) RePEc:mit:sloanp:3514 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management (2003). Massachusetts Institute of Technology (MIT), Sloan School of Management / Working papers (38) RePEc:nbr:nberwo:10116 Two Trees: Asset Price Dynamics Induced by Market Clearing (2003). National Bureau of Economic Research, Inc / NBER Working Papers (39) RePEc:nbr:nberwo:10153 The Character and Determinants of Corporate Capital Gains (2003). National Bureau of Economic Research, Inc / NBER Working Papers (40) RePEc:nbr:nberwo:10188 Do Firms in Countries with Poor Protection of Investor Rights Hold More Cash? (2003). National Bureau of Economic Research, Inc / NBER Working Papers (41) RePEc:nbr:nberwo:10623 How Have Borrowers Fared in Banking Mega-Mergers? (2003). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:nbr:nberwo:9454 The cash flow, return and risk characteristics of private equity (2003). National Bureau of Economic Research, Inc / NBER Working Papers (43) RePEc:nbr:nberwo:9544 Analysts Conflict of Interest and Biases in Earnings Forecasts (2003). National Bureau of Economic Research, Inc / NBER Working Papers (44) RePEc:nbr:nberwo:9674 Diversification and the Taxation of Capital Gains and Losses (2003). National Bureau of Economic Research, Inc / NBER Working Papers (45) RePEc:nbr:nberwo:9841 How Original Sin was Overcome: The Evolution of External Debt Denominated in Domestic Currencies in the United States and the British Dominions (2003). National Bureau of Economic Research, Inc / NBER Working Papers (46) RePEc:nbr:nberwo:9864 Explaining Sudden Stops, Growth Collapse and BOP Crises: The Case of Distortionary Output Taxes (2003). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:9927 Uncovering the Risk-Return Relation in the Stock Market (2003). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:oxf:wpaper:170 Hard Debt, Soft CEO`s and Union Rents (2003). University of Oxford, Department of Economics / Economics Series Working Papers (49) RePEc:rba:rbardp:rdp2003-06 The Characteristics and Trading Behaviour of Dual-listed Companies (2003). Reserve Bank of Australia / RBA Research Discussion Papers (50) RePEc:rut:rutres:200307 Analyst Recommendations and Nasdaq Market Making Activity (2003). Rutgers University, Department of Economics / Departmental Working Papers (51) RePEc:sbs:wpsefe:2003fe05 Why are European IPOs so rarely priced outside the indicative price range? (2003). Oxford Financial Research Centre / OFRC Working Papers Series (52) RePEc:sbs:wpsefe:2003fe12 Hard Debt, Soft CEOs and Union Rents (2003). Oxford Financial Research Centre / OFRC Working Papers Series (53) RePEc:ste:nystbu:03-24 Conflicts of Interest and Market Discipline Among Financial Services Firms (2003). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers (54) RePEc:udt:wpbsdt:defactodollarization Prudential Responses to De Facto Dollarization (2003). Universidad Torcuato Di Tella / Business School Working Papers (55) RePEc:usg:dp2003:2003-17 Public Taxation and Venture Capital Backed Entrepreneurship (2003). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2003 (56) RePEc:wdi:papers:2003-546 Democratizationâs Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (57) RePEc:wdi:papers:2003-575 DEMOCRACYâS SPREAD: Elections and Sovereign Debt in Developing Countries (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (58) RePEc:wil:wileco:195 The Character and Determinants of Corporate Capital Gains (2003). Department of Economics, Williams College / Department of Economics Working Papers (59) RePEc:wil:wileco:196 What Can We Learn About the Sensitivity of Investment to Stock Prices with a Better Measure of Tobins q? (2003). Department of Economics, Williams College / Department of Economics Working Papers (60) RePEc:wpa:wuwpfi:0311010 The U-shaped Investment Curve: Theory and Evidence (2003). EconWPA / Finance (61) RePEc:xrs:sfbmaa:03-20 Does Binding or Feeback Influence Myopic Loss Aversion - An Experimental Analysis (2003). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications (62) RePEc:zbw:zewdip:1353 Is the Behavior of German Venture Capitalists Different? : Evidence from the Neuer Markt (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (63) RePEc:zbw:zewdip:1686 Option-Style Multi-Factor Comparable Company Valuation for Practical Use (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Latest citations received in: 2002 (1) RePEc:apr:aprewp:wp0008 Do Bank Characteristics Influence Loan Contract Terms? (2002). Australian Prudential Regulation Authority / Working Papers (2) RePEc:bca:bocawp:02-40 Inflation Changes, Yield Spreads, and Threshold Effects (2002). Bank of Canada / Working Papers (3) RePEc:bdi:wptemi:td_448_02 Are Mergers Beneficial to Consumers? Evidence from the Market for Bank Deposits (2002). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers) (4) RePEc:bon:bonedp:bgse31_2002 The Benefit and Cost of Winner Picking: Redistribution Vs Incentives (2002). University of Bonn, Germany / Bonn Econ Discussion Papers (5) RePEc:bro:econwp:2002-18 Asset Returns in an Endogenous Growth Model with Incomplete Markets (2002). Brown University, Department of Economics / Working Papers (6) RePEc:cdl:anderf:1043 Financial Market Runs (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (7) RePEc:cdl:anderf:1046 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (8) RePEc:cdl:anderf:1049 Debt Policy, Corporate Taxes, and Discount Rates (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (9) RePEc:cir:cirwor:2002s-02 Financial Asset Returns, Market Timing, and Volatility Dynamics (2002). CIRANO / CIRANO Working Papers (10) RePEc:cir:cirwor:2002s-58 Alternative Models for Stock Price Dynamics (2002). CIRANO / CIRANO Working Papers (11) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002). CIRANO / CIRANO Working Papers (12) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers (13) RePEc:cir:cirwor:2002s-93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (14) RePEc:cla:princt:98734966f1c1a57373801367fbdf0a4b Overconfidence, Short-Sale Constraints and Bubbles (2002). UCLA Department of Economics / Princeton Economic Theory Working Papers (15) RePEc:cmu:gsiawp:1052333535 Imperfect Competition in Financial Markets: ISLAND vs. NASDAQ (2002). Carnegie Mellon University, Tepper School of Business / GSIA Working Papers (16) RePEc:cns:cnscwp:200202 Concentration in the banking industry and economic growth (2002). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (17) RePEc:cpr:ceprdp:3168 What Do State-Owned Firms Maximize? Evidence from the Italian Banks (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (18) RePEc:cpr:ceprdp:3203 Venture Capital Contracts and Market Structure (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (19) RePEc:cpr:ceprdp:3234 Family Firms (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (20) RePEc:cpr:ceprdp:3243 Characteristics, Contracts and Actions: Evidence from Venture Capitalist Analyses (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (21) RePEc:cpr:ceprdp:3307 Does Local Financial Development Matter? (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (22) RePEc:cpr:ceprdp:3310 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (23) RePEc:cpr:ceprdp:3353 Momentum and Turnover: Evidence from the German Stock Market (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (24) RePEc:cpr:ceprdp:3364 The Benefits and Costs of Group Affiliation: Evidence from East Asia (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (25) RePEc:cpr:ceprdp:3410 Stock Valuation and Learning about Profitability (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (26) RePEc:cpr:ceprdp:3411 Banks versus Venture Capital (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (27) RePEc:cpr:ceprdp:3461 Optimal Diversification (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (28) RePEc:cpr:ceprdp:3521 Europes New Stock Markets (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (29) RePEc:cpr:ceprdp:3546 The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (30) RePEc:cpr:ceprdp:3630 The Corporate Governance Role of the Media (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (31) RePEc:cpr:ceprdp:3644 Bids and Allocations in European IPO Bookbuilding (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (32) RePEc:cpr:ceprdp:3651 The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (33) RePEc:cte:wbrepe:wb020702 BANK DEBT AND MARKET DEBT: AN EMPIRICAL ANALYSIS FOR SPANISH FRIMS (2002). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers (34) RePEc:cte:wbrepe:wb026022 ASSET PRICING AND SYSTEMATIC LIQUIDITY RISK: AN EMPIRICAL INVESTIGATION OF THE SPANISH STOCK MARKET (2002). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers (35) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (36) RePEc:ctl:louvir:2002002 Centralization Versus Decentralization in Credit Lending (2002). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (37) RePEc:dgr:eureri:2002259 The Cost of Capital of Cross-Listed Firms (2002). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (38) RePEc:dgr:kubcen:200216 Distance, lending relationships, and competition (2002). Tilburg University, Center for Economic Research / Discussion Paper (39) RePEc:dgr:uvatin:20020070 Does Risk Seeking drive Asset Prices? (2002). Tinbergen Institute / Tinbergen Institute Discussion Papers (40) RePEc:ebg:iesewp:d-0471 Value creation in European M&As. (2002). IESE Business School / IESE Research Papers (41) RePEc:fip:fedawp:2002-12 Empirical studies of financial innovation: lots of talk, little action? (2002). Federal Reserve Bank of Atlanta / Working Paper (42) RePEc:fip:fedbcp:y:2002 Banking stability, reputational rents, and the stock market: should bank regulators care about stock prices? (2002). Conference Series ; [Proceedings] (43) RePEc:fip:fedder:y:2002:n:v.1no.2 Banks venture into new territory (2002). Economic and Financial Policy Review (44) RePEc:fip:fedfap:2002-23 Nonlinearities in international business cycles (2002). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory (45) RePEc:fip:fedfpb:02-11 Loans to Japanese borrowers (2002). Federal Reserve Bank of San Francisco / Pacific Basin Working Paper Series (46) RePEc:fip:fedfpr:y:2002:i:sep:x:3 Loans to Japanese borrowers (2002). Proceedings (47) RePEc:fip:fedgfe:2002-26 Credit scoring and the availability, price, and risk of small business credit (2002). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (48) RePEc:fip:fedgfe:2002-58 Demand estimation and consumer welfare in the banking industry (2002). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (49) RePEc:fip:fedhpr:y:2002:i:may:p:469-493 Are mergers beneficial to consumers? evidence from the market for bank deposits (2002). Proceedings (50) RePEc:fip:fedhpr:y:2002:i:may:x:1 The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios (2002). Proceedings (51) RePEc:fip:fedlsp:2002-03 The demise of community banks? local economic shocks arent to blame (2002). Federal Reserve Bank of St. Louis / Supervisory Policy Analysis Working Papers (52) RePEc:fip:fedlsp:2002-11 Community bank performance in the presence of county economic shocks (2002). Federal Reserve Bank of St. Louis / Supervisory Policy Analysis Working Papers (53) RePEc:fip:fednsr:153 Borrowers financial constraints and the transmission of monetary policy: evidence from financial conglomerates (2002). Federal Reserve Bank of New York / Staff Reports (54) RePEc:hhb:aarfin:2002_003 Revisiting the shape of the yield curve: the effect of interest rate volatility. (2002). Aarhus School of Business, Department of Finance / Working Papers (55) RePEc:hhb:aarfin:2002_023 Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model (2002). Aarhus School of Business, Department of Finance / Working Papers (56) RePEc:hhs:sifrwp:0010 Which Investors Fear Expropriation? (2002). Swedish Institute for Financial Research / SIFR Research Report Series (57) RePEc:hhs:sifrwp:0011 Corporate Governance and the Home Bias (2002). Swedish Institute for Financial Research / SIFR Research Report Series (58) RePEc:hhs:sunrpe:2002_0006 Financial Markets, Industrial Specialization and Comparative Advantage - Evidence from OECD Countries (2002). Stockholm University, Department of Economics / Research Papers in Economics (59) RePEc:hit:hitcei:2002-8 Business Groups and Risk Sharing around the World (2002). Institute of Economic Research, Hitotsubashi University / Working Paper Series (60) RePEc:ide:wpaper:1037 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2002). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers (61) RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508 A theoretical comparison between integrated and realized volatility (2002). Journal of Applied Econometrics (62) RePEc:lau:crdeep:02.07 Cannibalization & Incentives in Venture Financing (2002). Université de Lausanne, Ecole des HEC, DEEP / Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) (63) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (64) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (65) RePEc:nbr:nberte:0286 Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions (2002). National Bureau of Economic Research, Inc / NBER Technical Working Papers (66) RePEc:nbr:nberwo:8750 When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002). National Bureau of Economic Research, Inc / NBER Working Papers (67) RePEc:nbr:nberwo:8752 Does Function Follow Organizational Form? Evidence From the Lending Practices of Large and Small Banks (2002). National Bureau of Economic Research, Inc / NBER Working Papers (68) RePEc:nbr:nberwo:8764 Characteristics, Contracts, and Actions: Evidence from Venture Capitalist Analyses (2002). National Bureau of Economic Research, Inc / NBER Working Papers (69) RePEc:nbr:nberwo:8776 Family Firms (2002). National Bureau of Economic Research, Inc / NBER Working Papers (70) RePEc:nbr:nberwo:8782 Columbus Egg: The Real Determinant of Capital Structure (2002). National Bureau of Economic Research, Inc / NBER Working Papers (71) RePEc:nbr:nberwo:8793 Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions (2002). National Bureau of Economic Research, Inc / NBER Working Papers (72) RePEc:nbr:nberwo:8805 A Review of IPO Activity, Pricing, and Allocations (2002). National Bureau of Economic Research, Inc / NBER Working Papers (73) RePEc:nbr:nberwo:8816 Market Liquidity as a Sentiment Indicator (2002). National Bureau of Economic Research, Inc / NBER Working Papers (74) RePEc:nbr:nberwo:8826 Rational Asset Prices (2002). National Bureau of Economic Research, Inc / NBER Working Papers (75) RePEc:nbr:nberwo:8848 Related Lending (2002). National Bureau of Economic Research, Inc / NBER Working Papers (76) RePEc:nbr:nberwo:8923 Does Local Financial Development Matter? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (77) RePEc:nbr:nberwo:8987 Stocks as Money: Convenience Yield and the Tech-Stock Bubble (2002). National Bureau of Economic Research, Inc / NBER Working Papers (78) RePEc:nbr:nberwo:8991 Stock Valuation and Learning about Profitability (2002). National Bureau of Economic Research, Inc / NBER Working Papers (79) RePEc:nbr:nberwo:9009 Bidder Discounts and Target Premia in Takeovers (2002). National Bureau of Economic Research, Inc / NBER Working Papers (80) RePEc:nbr:nberwo:9056 On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach (2002). National Bureau of Economic Research, Inc / NBER Working Papers (81) RePEc:nbr:nberwo:9070 Institutional Allocation In Initial Public Offerings: Empirical Evidence (2002). National Bureau of Economic Research, Inc / NBER Working Papers (82) RePEc:nbr:nberwo:9178 Bond Risk Premia (2002). National Bureau of Economic Research, Inc / NBER Working Papers (83) RePEc:nbr:nberwo:9252 Firm-Specific Resources, Financial-Market Development and the Growth of U.S. Multinationals (2002). National Bureau of Economic Research, Inc / NBER Working Papers (84) RePEc:nbr:nberwo:9264 What is the Price of Hubris? Using Takeover Battles to Infer Overpayments and Synergies (2002). National Bureau of Economic Research, Inc / NBER Working Papers (85) RePEc:nbr:nberwo:9277 Anomalies and Market Efficiency (2002). National Bureau of Economic Research, Inc / NBER Working Papers (86) RePEc:nbr:nberwo:9289 Employee Stock Options, Corporate Taxes and Debt Policy (2002). National Bureau of Economic Research, Inc / NBER Working Papers (87) RePEc:nbr:nberwo:9301 Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium (2002). National Bureau of Economic Research, Inc / NBER Working Papers (88) RePEc:nbr:nberwo:9353 Debt Policy, Corporate Taxes, and Discount Rates (2002). National Bureau of Economic Research, Inc / NBER Working Papers (89) RePEc:nbr:nberwo:9369 Debt Relief: What Do the Markets Think? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (90) RePEc:rif:dpaper:768 Asymmetric Information and the Market Structure of the Venture Capital Industry (Revised) (2002). The Research Institute of the Finnish Economy / Discussion Papers (91) RePEc:sbs:wpsefe:2002mf05 Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models (2002). Oxford Financial Research Centre / OFRC Working Papers Series (92) RePEc:sef:csefwp:80 Distance, Lending Relationships, and Competition (2002). Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy / CSEF Working Papers (93) RePEc:ste:nystbu:02-18 Empirical Studies of Financial Innovation: Lots of Talk, Little Action? (2002). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers (94) RePEc:ucy:cypeua:0209 Household Stockholding in Europe: Where Do We Stand and Where Do We Go? (2002). University of Cyprus Department of Economics / University of Cyprus Working Papers in Economics (95) RePEc:una:unccee:wp0102 Stock Market Cycles and Stock Market Development in Spain (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (96) RePEc:wbk:wbrwps:2818 Corporate Governance, Investor Protection, and Performance in Emerging Markets (2002). The World Bank / Policy Research Working Paper Series (97) RePEc:wbk:wbrwps:2904 Law and Finance: Why Does Legal Origin Matter? (2002). The World Bank / Policy Research Working Paper Series (98) RePEc:wop:jopovw:257 Defined Contribution Pensions: Plan Rules, Participant Decisions, and the Path of Least Resistance (2002). Northwestern University/University of Chicago Joint Center for Poverty Research / JCPR Working Papers (99) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (100) RePEc:wop:pennin:02-34 Forecasting the Term Structure of Government Bond Yields (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers More than 100 citations. List broken... Latest citations received in: 2001 (1) RePEc:aea:aecrev:v:91:y:2001:i:1:p:99-127 Who Should Buy Long-Term Bonds'DONE' (2001). American Economic Review (2) RePEc:aea:jecper:v:15:y:2001:i:1:p:41-54 The Internet and the Investor (2001). Journal of Economic Perspectives (3) RePEc:cdl:anderf:1003 Dynamic Portfolio Choice: A Simulation Approach (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (4) RePEc:cdl:anderf:1004 The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (5) RePEc:cdl:anderf:1006 Portfolio Optimization with Many Assets: The Importance of Short-Selling (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (6) RePEc:cdl:anderf:1012 Evidence on the Speed of Convergence to Market Efficiency (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (7) RePEc:cdl:anderf:1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (8) RePEc:cdl:anderf:1016 Brand Perceptions and the Market for Common Stock (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (9) RePEc:cdl:anderf:1018 An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (10) RePEc:cdl:anderf:1019 The Disposition Effect and Momentum (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (11) RePEc:cdl:ucsdec:2001-17 Estimation of Copula Models for Time Series of Possibly Different Lengths (2001). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (12) RePEc:clm:clmeco:2001-22 Valuing the Process of Corporate Restructuring (2001). Claremont Colleges / Claremont Colleges Working Papers (13) RePEc:clm:clmeco:2001-34 Is there Really a When-Issued Premium? (2001). Claremont Colleges / Claremont Colleges Working Papers (14) RePEc:cpr:ceprdp:2822 Portfolio Choice and Liquidity Constraints (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (15) RePEc:cpr:ceprdp:2863 Bookbuilding: How Informative is the Order Book? (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (16) RePEc:cpr:ceprdp:2988 Evidence of Information Spillovers in the Production of Investment Banking Services (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (17) RePEc:cpr:ceprdp:3053 Hot Markets, Investor Sentiment and IPO Pricing (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (18) RePEc:cpr:ceprdp:3070 A Multivariate Model of Strategic Asset Allocation (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (19) RePEc:cte:wbrepe:wb012308 OPTIMAL DEMAND FOR LONG-TERM BONDS WHEN RETURNS ARE PREDICTABLE (2001). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers (20) RePEc:dgr:eureri:2001129 The Economic Value of Predicting Stock Index Returns and Volatility (2001). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (21) RePEc:dgr:kubcen:200171 Non-take-up of tax-favored savings plans : are household portfolios optimal? (2001). Tilburg University, Center for Economic Research / Discussion Paper (22) RePEc:dgr:uvatin:20010009 Stock Selection Strategies in Emerging Markets (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers (23) RePEc:ebg:heccah:0740 Portfolio allocation in transition economies (2001). Groupe HEC / Les Cahiers de Recherche (24) RePEc:esi:discus:2001-02 Illusion of Expertise in Portfolio Decisions - An Experimental Approach - (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction (25) RePEc:esi:discus:2001-03 Overconfidence in Investment Decisions: An Experimental Approach (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction (26) RePEc:fip:fedbne:y:2001:p:35-56:n:1 An evaluation of recent macroeconomic forecast errors (2001). New England Economic Review (27) RePEc:fip:fedfap:2000-18 Asymetric cross-sectional dispersion in stock returns: evidence and implications (2001). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory (28) RePEc:fip:fedgfe:2001-15 Investigating the sources of default risk: lessons from empirically evaluating credit risk models (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (29) RePEc:fip:fedgfe:2001-33 Systemic risk and financial consolidation: are they related? (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (30) RePEc:fip:fedgfe:2001-37 Understanding the role of recovery in default risk models: empirical comparisons and implied recovery rates (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (31) RePEc:fip:fedhpr:y:2001:i:may:p:241-261 The ability of banks to lend to informationally opaque small businesses (2001). Proceedings (32) RePEc:fip:fedhwp:wp-01-01 Does bank concentration lead to concentration in industrial sectors? (2001). Federal Reserve Bank of Chicago / Working Paper Series (33) RePEc:fip:fedlrv:y:2001:i:nov.:p:15-28:n:v.83no.6 Equity financing of the entrepreneurial firm (2001). Review (34) RePEc:fip:fednsr:133 Measuring treasury market liquidity (2001). Federal Reserve Bank of New York / Staff Reports (35) RePEc:fip:fednsr:141 Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows (2001). Federal Reserve Bank of New York / Staff Reports (36) RePEc:hhs:hastef:0449 Financial Markets, the Pattern of Specialization and Comparative Advantage. Evidence from OECD countries. (2001). Stockholm School of Economics / Working Paper Series in Economics and Finance (37) RePEc:may:mayecw:n1080301 A Risk Management Approach to Optimal Asset Allocation (2001). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series (38) RePEc:nbr:nberwo:8073 Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors? (2001). National Bureau of Economic Research, Inc / NBER Working Papers (39) RePEc:nbr:nberwo:8160 Modeling and Forecasting Realized Volatility (2001). National Bureau of Economic Research, Inc / NBER Working Papers (40) RePEc:nbr:nberwo:8207 Stock Return Predictability: Is it There? (2001). National Bureau of Economic Research, Inc / NBER Working Papers (41) RePEc:nbr:nberwo:8282 The Level and Persistence of Growth Rates (2001). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:nbr:nberwo:8309 Labor Income and Predictable Stock Returns (2001). National Bureau of Economic Research, Inc / NBER Working Papers (43) RePEc:nbr:nberwo:8363 A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (2001). National Bureau of Economic Research, Inc / NBER Working Papers (44) RePEc:nbr:nberwo:8452 The Effect of Capital Structure When Expected Agency Costs are Extreme (2001). National Bureau of Economic Research, Inc / NBER Working Papers (45) RePEc:nbr:nberwo:8462 Liquidity Risk and Expected Stock Returns (2001). National Bureau of Economic Research, Inc / NBER Working Papers (46) RePEc:nbr:nberwo:8508 The Psychophysiology of Real-Time Financial Risk Processing (2001). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:8566 A Multivariate Model of Strategic Asset Allocation (2001). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:nbr:nberwo:8630 DotCom Mania: The Rise and Fall of Internet Stock Prices (2001). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nsr:niesrd:180 Disaggregate wealth and aggregate consumption: an investigation of empirical relationships for the G7 (2001). National Institute of Economic and Social Research / NIESR Discussion Papers (50) RePEc:sbs:wpsefe:2001fe13 Optimal exchange-rates: a market-microstructure approach (2001). Oxford Financial Research Centre / OFRC Working Papers Series (51) RePEc:sfi:sfiwpa:0107208 Introducing Variety in Risk Management (2001). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive (52) RePEc:tcd:tcduee:20017 The National Pensions Reserve Fund: Pitfalls and Opportunities (2001). Trinity College Dublin, Department of Economics / Trinity Economics Papers (53) RePEc:wbk:wbrwps:2696 Firms as financial intermediaries - evidence from trade credit data (2001). The World Bank / Policy Research Working Paper Series (54) RePEc:wbk:wbrwps:2729 International Evidence on the Value of Product and Geographic Diversity (2001). The World Bank / Policy Research Working Paper Series (55) RePEc:wdi:papers:2001-388 Globalization and Firms Financing Choices: Evidence from Emerging Economies (2001). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (56) RePEc:wdi:papers:2001-443 Banks as Catalysts for Industrialization (2001). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (57) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (58) RePEc:wop:pennin:01-04 Do Financial Institutions Matter? (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (59) RePEc:wpa:wuwpfi:0111003 Testing the Gaussian Copula Hypothesis for Financial Assets Dependences (2001). EconWPA / Finance (60) RePEc:wvu:wpaper:04-01 Conditional Mean Dominance: Testing for Sufficiency of Anomalies (2001). Department of Economics, West Virginia University / Working Papers (61) RePEc:yor:yorken:01/13 Macroeconmic Sources of FOREX Risk. (2001). Department of Economics, University of York / Discussion Papers (62) RePEc:yor:yorken:06/01 Quadratic Term Structure Models in Discrete Time (2001). Department of Economics, University of York / Discussion Papers (63) RePEc:zbw:zewdip:5419 Dynamics in ownership and firm survival : evidence from corporate Germany (2001). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Latest citations received in: 2000 (1) RePEc:asu:wpaper:2133505 Information and the Equity Premium (2000). Department of Economics, W. P. Carey School of Business, Arizona State University / Working Papers (2) RePEc:cdl:anderf:1031 The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts? forthcoming, Journal of Corporate Finance (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (3) RePEc:cdl:anderf:1068 Liquidity Dynamics Across Small and Large Firms (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (4) RePEc:cdl:anderf:1069 Dynamic Asset Allocation under Inflation (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (5) RePEc:cdl:anderf:1079 Does Diversification Cause the Diversification Discount? (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (6) RePEc:cdl:anderf:1080 Order Imbalance and Individual Stock Returns (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (7) RePEc:cdl:ucsdec:2000-26 Impacts of Trades in an Error-Correction Model of Quote Prices (2000). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (8) RePEc:cep:cepdps:0451 Financial Integration and Asset Returns (2000). Centre for Economic Performance, LSE / CEP Discussion Papers (9) RePEc:ces:ceswps:_292 How to Sell a (Bankrupt) Company (2000). CESifo GmbH / CESifo Working Paper Series (10) RePEc:cla:uclaol:300 Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance (2000). UCLA Department of Economics / UCLA Economics Online Papers (11) RePEc:cla:uclaol:303 The Cross-Section of Foreign Currency Risk Premia and the Re-resurrection of the Consumption-CAPM (joint with Adrien Verdelhan) (2000). UCLA Department of Economics / UCLA Economics Online Papers (12) RePEc:clt:sswopa:1084 The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany (2000). California Institute of Technology, Division of the Humanities and Social Sciences / Working Papers (13) RePEc:cpr:ceprdp:2484 Has the Introduction of Bookbuilding Increased the Efficiency of International IPOs? (2000). C.E.P.R. Discussion Papers / CEPR Discussion Papers (14) RePEc:cpr:ceprdp:2551 In Search of New Foundations (2000). C.E.P.R. Discussion Papers / CEPR Discussion Papers (15) RePEc:cpr:ceprdp:2564 Firm Value and Managerial Incentives: A Stochastic Frontier Approach (2000). C.E.P.R. Discussion Papers / CEPR Discussion Papers (16) RePEc:dgr:kubcen:200014 Bank relationships and firm profitability (2000). Tilburg University, Center for Economic Research / Discussion Paper (17) RePEc:dgr:kubcen:200016 The dividend and share repurchase policies of Canadian firms : empirical evidence based on a new research design (2000). Tilburg University, Center for Economic Research / Discussion Paper (18) RePEc:dgr:kubcen:200078 The economic value of predicting stock index returns and volatility (2000). Tilburg University, Center for Economic Research / Discussion Paper (19) RePEc:ecm:wc2000:1226 Entrepreneurship, Bequests, and the Distribution of Wealth (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (20) RePEc:ecm:wc2000:1596 Universal Banking and the Pricing of Securities Risk: Historical Evidence from Germany (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (21) RePEc:edj:ceauch:96 Relationships, Competition, and the Structure of Investment Banking Markets (2000). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo (22) RePEc:fip:fedbcp:y:2000:i:jun:p:187-221:n:44 Coase and the reform of securities markets (2000). Conference Series ; [Proceedings] (23) RePEc:fip:fedgfe:2000-45 A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model (2000). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (24) RePEc:fip:fedhwp:wp-00-3 Market discipline in the governance of U.S. Bank Holding Companies: monitoring vs. influencing (2000). Federal Reserve Bank of Chicago / Working Paper Series (25) RePEc:fip:fedhwp:wp-00-4 Using market valuation to assess the importance and efficiency of public school spending (2000). Federal Reserve Bank of Chicago / Working Paper Series (26) RePEc:fip:fedlrv:y:2000:i:jan:p:15-34:n:v.82no.1 The Asian crisis and the exposure of large U.S. firms (2000). Review (27) RePEc:fip:fednep:y:2000:i:jul:p:53-68:n:v.6no.2 Support for resistance: technical analysis and intraday exchange rates (2000). Economic Policy Review (28) RePEc:fra:franaf:63 Ist der Ablauf der Lock-up-Frist bei Neuemissionen ein kursrelevantes Ereignis (2000). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting (29) RePEc:fth:harver:1906 Investor Protection and Equity Markets (2000). Harvard - Institute of Economic Research / Harvard Institute of Economic Research Working Papers (30) RePEc:fth:pennfi:10-00 Evaluating and Investing in Equity Mutual Funds (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers (31) RePEc:fth:pennfi:15-00 Does the Internet Increase Trading'DONE' Evidence from Investor Behavior in 401(K) Plans (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers (32) RePEc:hhs:cbsnow:2000_015 AN ECONOMIC ANALYSIS OF INVESTOR PROTECTION IN CORPORATIONS WITH CONCENTRATED OWNERSHIP (2000). Copenhagen Business School, Department of Economics / Working Papers (33) RePEc:hit:hitcei:2000-5 The Costs of Group Affiliation: Evidence from East Asia (2000). Institute of Economic Research, Hitotsubashi University / Working Paper Series (34) RePEc:jae:japmet:v:15:y:2000:i:6:p:625-644 Econometric applications of maxmin expected utility (2000). Journal of Applied Econometrics (35) RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696 Daily exchange rate behaviour and hedging of currency risk (2000). Journal of Applied Econometrics (36) RePEc:kud:epruwp:00-13 Dating the Turning Points of Nordic Business Cycles. (2000). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series (37) RePEc:nbr:nberwo:7687 Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices (2000). National Bureau of Economic Research, Inc / NBER Working Papers (38) RePEc:nbr:nberwo:7705 Information Production and Capital Allocation: Decentralized vs. Hierarchical Firms (2000). National Bureau of Economic Research, Inc / NBER Working Papers (39) RePEc:nbr:nberwo:7706 In Search of New Foundations (2000). National Bureau of Economic Research, Inc / NBER Working Papers (40) RePEc:nbr:nberwo:7764 Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications (2000). National Bureau of Economic Research, Inc / NBER Working Papers (41) RePEc:nbr:nberwo:7783 Why Stocks May Disappoint (2000). National Bureau of Economic Research, Inc / NBER Working Papers (42) RePEc:nbr:nberwo:7786 Building the IPO Order Book: Underpricing and Participation Limits With Costly Information (2000). National Bureau of Economic Research, Inc / NBER Working Papers (43) RePEc:nbr:nberwo:7803 Does Diversification Destroy Value? Evidence From Industry Shocks (2000). National Bureau of Economic Research, Inc / NBER Working Papers (44) RePEc:nbr:nberwo:7873 Asset Liquidity and Segment Divestitures (2000). National Bureau of Economic Research, Inc / NBER Working Papers (45) RePEc:nbr:nberwo:7878 Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans (2000). National Bureau of Economic Research, Inc / NBER Working Papers (46) RePEc:nbr:nberwo:7905 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice (2000). National Bureau of Economic Research, Inc / NBER Working Papers (47) RePEc:nbr:nberwo:7918 Where Does State Street Lead? A First Look at Finance Patents, 1971-2000 (2000). National Bureau of Economic Research, Inc / NBER Working Papers (48) RePEc:nbr:nberwo:7974 Investor Protection and Equity Markets (2000). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nbr:nberwo:8039 Style Investing (2000). National Bureau of Economic Research, Inc / NBER Working Papers (50) RePEc:nst:samfok:1102 Designing Social Security A Portfolio Choice Approach (2000). Department of Economics, Norwegian University of Science and Technology / Working Paper Series (51) RePEc:qut:dpaper:083 Multifactor Models are Alive and Well (2000). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series (52) RePEc:rtv:ceiswp:133 ESTIMATION OF MARKET RISK IN CASE OF NON-GAUSSIAN ASSETS RETURNS (2000). Tor Vergata University, CEIS / Departmental Working Papers (53) RePEc:sbs:wpsefe:2000fe03 Firm Value and Managerial Incentives: A Stochastic Frontier Approach (2000). Oxford Financial Research Centre / OFRC Working Papers Series (54) RePEc:sbs:wpsefe:2000fe04 Has the introduction of bookbuilding increased the efficiency of international IPOs? (2000). Oxford Financial Research Centre / OFRC Working Papers Series (55) RePEc:sbs:wpsefe:2000fe07 Regulator Reputation and Optimal Banking Competition Policy (2000). Oxford Financial Research Centre / OFRC Working Papers Series (56) RePEc:sfi:sfiwpa:0006034 Correlation structure of extreme stock returns (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive (57) RePEc:szg:worpap:0014 Are banks excessively monitored? (2000). Swiss National Bank, Study Center Gerzensee / Working Papers (58) RePEc:tor:tecipa:faig-00-03 Portfolio Choice in the Presence of Personal Illiquid Projects (2000). University of Toronto, Department of Economics / Working Papers (59) RePEc:wdi:papers:2001-366 Confidence Building in Emerging Stock Markets (2000). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (60) RePEc:wil:wilcde:168 Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2000). Department of Economics, Williams College / Center for Development Economics (61) RePEc:wop:chispw:515 In Search of New Foundations (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers (62) RePEc:wop:chispw:516 Evaluating and Investing in Equity Mutual Funds (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers (63) RePEc:wop:chispw:520 Labor Income and Predictable Stock Returns (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers (64) RePEc:wop:chispw:523 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers (65) RePEc:wop:jopovw:203 Explaining Why So Many Households Do Not Save (2000). Northwestern University/University of Chicago Joint Center for Poverty Research / JCPR Working Papers (66) RePEc:wop:pennin:00-13 Relationship Banking and Competition under Differentiated Asymmetric Information (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (67) RePEc:wvu:wpaper:04-11 Momentum and Mean Reversion Across National Equity Markets (2000). Department of Economics, West Virginia University / Working Papers (68) RePEc:wvu:wpaper:04-12 Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration (2000). Department of Economics, West Virginia University / Working Papers (69) RePEc:wvu:wpaper:05-05 Productivity-Based Asset Pricing: Theory and Evidence (2000). Department of Economics, West Virginia University / Working Papers (70) RePEc:zbw:zewdip:5349 Control transfers in corporate Germany : their frequency, causes and consequences (2000). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (71) RePEc:zur:iewwpx:126 Coordination in a Repeated Stochastic Game with Imperfect Monitoring (2000). Institute for Empirical Research in Economics - IEW / IEW - Working Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
